1. Sift together flour, cocoa powder, espresso powder, and salt into a medium bowl; set aside.

2. Put butter, confectioners' sugar, orange zest, and vanilla in the bowl of an electric mixer fitted with the paddle attachment. Mix on medium speed until pale and fluffy, about 3 minutes. Reduce speed to medium-low, and gradually add flour mixture until just combined.

3. Transfer dough to a 12-by-16-inch piece of parchment; shape into a log. Roll in parchment to 1 1/2 inches in diameter, pressing a ruler along edge of paper at each turn to narrow the log and force out air. Transfer in parchment to a paper towel tube; chill at least 2 hours or overnight.